The singular values

The singular values are the absolute values of the eigenvalues of a normal matrix A... Wikipedia: Singular value

The eigenvalues ​​of a symmetric matrix

• c00a.c

The coefficients of the matrices (AT A) and (A AT)

• c00b.c

The eigenvalues ​​of an (A_T A) are always positive.

• c00c.c

The square root of each eigenvalue are the singular values.

• c00d.c

The singular values of (AT A) and (A AT).

• c00e.c

The function: **sqrt_svd_mR(double **A,double **sqrtA);

• sqrt_svd_mR();

The function: double **svds_mR(double **A,double **SvdValue);

• svds_mR();